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We present a bound for value-prediction error with respect to model misspecification that is tight, including constant factors. This is a direct improvement of the "simulation lemma," a foundational result in reinforcement learning. We…

Machine Learning · Computer Science 2024-10-28 Sam Lobel , Ronald Parr

We control the probability of the uniform deviation between empirical and generalization performances of multi-category classifiers by an empirical L1 -norm covering number when these performances are defined on the basis of the truncated…

Machine Learning · Computer Science 2020-05-26 Khadija Musayeva

In this work, we present a variety of novel information-theoretic generalization bounds for learning algorithms, from the supersample setting of Steinke & Zakynthinou (2020)-the setting of the "conditional mutual information" framework. Our…

Machine Learning · Statistics 2023-06-16 Ziqiao Wang , Yongyi Mao

Diffusion probabilistic models have been successfully used to generate data from noise. However, most diffusion models are computationally expensive and difficult to interpret with a lack of theoretical justification. Random feature models…

Machine Learning · Statistics 2025-08-11 Esha Saha , Giang Tran

Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…

Machine Learning · Computer Science 2022-11-21 Alexander Mey

Boosting is one of the most successful ideas in machine learning, achieving great practical performance with little fine-tuning. The success of boosted classifiers is most often attributed to improvements in margins. The focus on margin…

Machine Learning · Computer Science 2020-11-11 Allan Grønlund , Lior Kamma , Kasper Green Larsen

In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the $\mathcal{L}_p$ norms of the prediction errors that are valid for any…

Machine Learning · Computer Science 2021-06-07 Song Fang , Quanyan Zhu

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of…

Machine Learning · Statistics 2013-09-19 Sivan Sabato , Nathan Srebro , Naftali Tishby

We consider bounds on the generalization performance of the least-norm linear regressor, in the over-parameterized regime where it can interpolate the data. We describe a sense in which any generalization bound of a type that is commonly…

Machine Learning · Statistics 2021-10-19 Peter L. Bartlett , Philip M. Long

Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

We analyze the practices of reservoir computing in the framework of statistical learning theory. In particular, we derive finite sample upper bounds for the generalization error committed by specific families of reservoir computing systems…

Machine Learning · Computer Science 2019-10-31 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…

Machine Learning · Computer Science 2016-04-06 Corinna Cortes , Spencer Greenberg , Mehryar Mohri

The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…

Information Theory · Computer Science 2019-03-12 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

Modern machine learning classifiers often exhibit vanishing classification error on the training set. They achieve this by learning nonlinear representations of the inputs that maps the data into linearly separable classes. Motivated by…

Statistics Theory · Mathematics 2023-03-23 Andrea Montanari , Feng Ruan , Youngtak Sohn , Jun Yan

In this paper, we leverage stochastic projection and lossy compression to establish new conditional mutual information (CMI) bounds on the generalization error of statistical learning algorithms. It is shown that these bounds are generally…

Machine Learning · Statistics 2025-10-28 Milad Sefidgaran , Kimia Nadjahi , Abdellatif Zaidi

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

The standard approach to supervised classification involves the minimization of a log-loss as an upper bound to the classification error. While this is a tight bound early on in the optimization, it overemphasizes the influence of…

Machine Learning · Computer Science 2016-12-30 Nicolas Le Roux

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

Statistics Theory · Mathematics 2016-08-14 Pascal Massart , Élodie Nédélec

Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…

Machine Learning · Statistics 2020-12-10 Guillermo Valle-Pérez , Ard A. Louis

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…